Working Papers
"Mind the Gap: The Non-Fundamental Role of Earnings Days", with Azi Ben-Rephael and Steffen Hitzemann
Revise and Resubmit
Presented at: Rutgers Business School, Texas A&M, AFA Ph.D. Student Poster Session 2022, Midwest Finance Association Annual Meeting 2022, TBEAR Network Asset Pricing Workshop 2022, China International Conference in Finance 2022, Research in Behavioral Finance Conference 2022, Financial Management Association Annual Meeting 2022, Finance Down Under Conference 2023, Annual Bristol Financial Markets Conference 2023
"Does Sustainable Investing Dull Stock Reactions to Cash Flow News?", with Steffen Hitzemann, An Qin, Stanislav Sokolinski, and Andrea Tamoni
ESSEC-Amundi Best ESG Paper Award at the Commodity and Energy Markets Association Annual Meeting, 2025
Presented at: GRASFI Annual Conference 2025 (scheduled), Quadrant Behavioral Finance Conference 2025, Commodity and Energy Markets Association 2025, HEC-McGill Winter Finance Workshop 2025, Spring Finance Workshop 2025, Yale Initiative on Sustainable Finance Annual Symposium 2024, Swiss Society for Financial Market Research 2024, SEC Annual Conference on Financial Market Regulation 2024, NEOMA Conference on Sustainable Finance 2024
"Do Stocks Lead Bonds? New Evidence from Corporate Bond ETFs", with Hao Jiang and Sophia Li
Presented at: Rutgers Business School, Financial Management Association Annual Meeting 2022, 6th Shanghai-Edinburgh Fintech Conference, 2023 XJTLU AI and Big Data in Accounting and Finance Conference, 36th Australasian Finance and Banking Conference
"Analysts' Revision Ratio", with Azi Ben-Rephael
Miscellaneous Academic Publications
"A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications", with Cheng-Few Lee
in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (eds. Cheng-Few Lee and John C. Lee), Chapter 86, pp. 2965-2999. World Scientific, 2020.
"Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence", with Cheng-Few Lee and Yushan Tang
in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (eds. Cheng-Few Lee and John C. Lee), Chapter 114, pp. 3947-3984. World Scientific, 2020.